+177.7%
RF vs RCAT
-100.0%
+277.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | -3.6% | -3.3% | -0.3% | -3.6% |
| 3M | +8.1% | -43.2% | +51.3% | +8.1% |
| 6M | +11.5% | -43.2% | +54.6% | +11.5% |
| YTD | +15.6% | +5.5% | +10.0% | +15.5% |
| 1Y | +15.7% | -1.6% | +17.3% | +15.6% |
| 3Y | +86.9% | +773.7% | -686.8% | +86.4% |
| 5Y | +89.8% | +187.6% | -97.8% | +89.4% |
| 10Y | +344.7% | -98.5% | +443.1% | +350.2% |
| All | +177.7% | -100.0% | +277.7% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling